#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Core;
using Cephei.Core.Generic;
using Microsoft.FSharp.Core;
using Cephei.QL.Math;
using Cephei.QL.Times;
using Cephei.QL.Indexes;
using Cephei.QL;
using Cephei.QL.Cashflows;
using Cephei.QL.Termstructures;
namespace Cephei.QL.Termstructures.Volatility.Swaption
{
    /// <summary> 
	/// ! set of CMS quotes
	/// </summary>
    [Guid ("B2D1CDAC-DF9E-4944-AFD1-6A2452424D3F"),ComVisible(true)]
	public interface ICmsMarket 
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.QL.Math.IMatrix Browse {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.QL.Math.IMatrix ImpliedCmsSpreads {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.QL.Math.IMatrix SpreadErrors {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Cephei.Core.IVector<Cephei.QL.Times.IPeriod> SwapTenors {get;}
        /// <summary> 
		/// 
		/// </summary>
		 ICmsMarket Update {get;}
        /// <summary> 
		/// 
		/// </summary>
		 Double WeightedFwdNpvError(Cephei.QL.Math.IMatrix weights);
        /// <summary> 
		/// 
		/// </summary>
		 Double WeightedSpotNpvError(Cephei.QL.Math.IMatrix weights);
        /// <summary> 
		/// 
		/// </summary>
		 Double WeightedSpreadError(Cephei.QL.Math.IMatrix weights);
    }   

    /// <summary> 
	/// ! set of CMS quotes Factory
	/// </summary>
   	[ComVisible(true)]
    public interface ICmsMarket_Factory 
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        /// <summary> 
		/// 
		/// </summary>
	    ICmsMarket Create (Cephei.Core.IVector<Cephei.QL.Times.IPeriod> swapLengths, Cephei.Core.IVector<Cephei.QL.Indexes.ISwapIndex> swapIndexes, Cephei.QL.Indexes.IIborIndex iborIndex, Cephei.Core.IMatrix<Cephei.QL.IQuote> bidAskSpreads, Cephei.Core.IVector<Cephei.QL.Cashflows.IHaganPricer> pricers, Cephei.QL.Termstructures.IYieldTermStructure discountingTS);
    }
}

